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<br /> <br />where the gradient, (V f), is called the Jacobian Matrix, J, <br />~ and the matrix (Vdf) c~n be relabeled as C. Employing these <br />00 variables in Eq.7 and rearranging terms: - <br />l-" <br />'0 ~a~ = -~a~ +a~ ........................................(8) <br /> <br />The vector as can be solved for if the Jacobian matrix is always <br />taken non-singular: <br /> <br />_1 -1 <br />ge.l~).J~l~. ~aS!. + J a1.................................. (9) <br /> <br />The elimination of the states is now possible by sub- <br />stitution of Eq. 9 into Eq. 6. After rearranging terms, the <br />final unconstrained equation is developed: <br /> <br />ay = [VdY - (Vsy)~_l~] ad + (Vsy)[lai ...............(10) <br /> <br />Kuhn-Tucker Conditions -- <br /> <br />By definition of the total differential, another expression <br />can be written in terms of the variables indicated in Eq. 10. <br />If the elimination of the state differentials were accomplished <br />then the total differential of y would be written: <br /> <br />ay = ~ a~ + ~~ act> ..................................(11) <br /> <br />in which 8y/8d and 8y/8cp are called "constrained derivatives." <br />The deviation-in notation is made to distinguish the ay/ax, <br />which is a partial derivative viewing all variables as inde- <br />pendent, from 8y/8d which is a partial derivative considering T <br />of the variables as functions of the remaining N variables. <br />By comparing Eqs. lO and II it can be seen that, <br /> <br />~ _1 <br />ad = 'VdY - ('i.Jsy)~ C .................................(12) <br /> <br />and, <br /> <br />~ _ -1 <br />oct> - ('Vsy)~ .........................................(13} <br /> <br /> <br />The solution of Eqs. 12 and 13 when equated to zero yield a <br />stationary point when the decision variables are free, or in <br />other words, allowed to assume any positive or negative value. <br />In most instances, decision variables are not free, but subject <br />to non-negativity conditions. Stationary points may be local <br />or global minimums, maximums, or inflection points. The evalu- <br />ation of stationary points in these cases will depend on <br />criteria reported by Kuhn and Tucker (1951) which provide neces.. <br />sary and sufficient conditions for a minimum. In the problem <br />solution at the feasible point u~der examination, a minimum <br />exists if the following conditions are met: <br /> <br />12 <br />